-44.2%
ZTS vs RVMD
+644.5%
-688.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.6% |
| 7D | -2.0% | +1.0% | -3.0% | -2.1% |
| 30D | +1.9% | +6.4% | -4.5% | +1.2% |
| 3M | -4.0% | +34.9% | -38.9% | -7.3% |
| 6M | -39.1% | +107.6% | -146.7% | -44.2% |
| YTD | -38.8% | +163.7% | -202.5% | -45.8% |
| 1Y | -49.6% | +439.2% | -488.8% | -58.9% |
| 3Y | -59.0% | +499.2% | -558.2% | -68.1% |
| 5Y | -61.8% | +621.7% | -683.5% | -72.4% |
| All | -44.2% | +644.5% | -688.7% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RVMD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling